Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[36]) |
24 | 172.4 | - | - | - | - | - | - | - |
25 | 156.4 | - | - | - | - | - | - | - |
26 | 143.7 | - | - | - | - | - | - | - |
27 | 153.6 | - | - | - | - | - | - | - |
28 | 168.8 | - | - | - | - | - | - | - |
29 | 185.8 | - | - | - | - | - | - | - |
30 | 199.9 | - | - | - | - | - | - | - |
31 | 205.4 | - | - | - | - | - | - | - |
32 | 197.5 | - | - | - | - | - | - | - |
33 | 199.6 | - | - | - | - | - | - | - |
34 | 200.5 | - | - | - | - | - | - | - |
35 | 193.7 | - | - | - | - | - | - | - |
36 | 179.6 | - | - | - | - | - | - | - |
37 | 169.1 | 165.6429 | 149.4031 | 184.0478 | 0.3564 | 0.0686 | 0.8375 | 0.0686 |
38 | 169.8 | 153.7785 | 126.6498 | 188.1878 | 0.1807 | 0.1914 | 0.717 | 0.0707 |
39 | 195.5 | 153.6826 | 114.0154 | 211.1165 | 0.0768 | 0.2912 | 0.5011 | 0.1882 |
40 | 194.8 | 155.5508 | 102.7697 | 244.4338 | 0.1934 | 0.1892 | 0.3851 | 0.2979 |
41 | 204.5 | 157.4301 | 91.7761 | 288.2928 | 0.2404 | 0.2878 | 0.3355 | 0.3699 |
42 | 203.8 | 157.5468 | 80.5322 | 342.0727 | 0.3116 | 0.309 | 0.3264 | 0.4074 |
43 | 204.8 | 154.338 | 68.9892 | 403.1763 | 0.3455 | 0.3484 | 0.3438 | 0.4211 |
44 | 204.9 | 146.737 | 57.437 | 465.9787 | 0.3605 | 0.3607 | 0.3776 | 0.4201 |
45 | 240 | 142.7288 | 48.6353 | 563.8712 | 0.3254 | 0.3862 | 0.3956 | 0.4319 |
46 | 248.3 | 138.4739 | 41.029 | 693.3554 | 0.349 | 0.3599 | 0.4133 | 0.4422 |
47 | 258.4 | 132.0623 | 34.13 | 849.1368 | 0.3649 | 0.3754 | 0.4331 | 0.4483 |
48 | 254.9 | 123.7082 | 28.0237 | 1032.2497 | 0.3886 | 0.3857 | 0.452 | 0.452 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0567 | 0.0209 | 0.0017 | 11.9514 | 0.996 | 0.998 |
38 | 0.1142 | 0.1042 | 0.0087 | 256.6887 | 21.3907 | 4.625 |
39 | 0.1907 | 0.2721 | 0.0227 | 1748.6979 | 145.7248 | 12.0717 |
40 | 0.2915 | 0.2523 | 0.021 | 1540.5006 | 128.3751 | 11.3303 |
41 | 0.4241 | 0.299 | 0.0249 | 2215.5751 | 184.6313 | 13.5879 |
42 | 0.5976 | 0.2936 | 0.0245 | 2139.3608 | 178.2801 | 13.3522 |
43 | 0.8226 | 0.327 | 0.0272 | 2546.4122 | 212.201 | 14.5671 |
44 | 1.11 | 0.3964 | 0.033 | 3382.933 | 281.9111 | 16.7902 |
45 | 1.5054 | 0.6815 | 0.0568 | 9461.6866 | 788.4739 | 28.0798 |
46 | 2.0444 | 0.7931 | 0.0661 | 12061.7782 | 1005.1482 | 31.7041 |
47 | 2.7703 | 0.9567 | 0.0797 | 15961.2269 | 1330.1022 | 36.4706 |
48 | 3.7471 | 1.0605 | 0.0884 | 17211.2805 | 1434.2734 | 37.8718 |